Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating Large Precision Matrices via Modified Cholesky Decomposition |
scientific article; zbMATH DE number 7339830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating Large Precision Matrices via Modified Cholesky Decomposition |
scientific article; zbMATH DE number 7339830 |
Statements
27 April 2021
0 references
modified Cholesky decomposition
0 references
P-loss convergence rate
0 references
precision matrix
0 references
math.ST
0 references
stat.TH
0 references
0 references
0 references
0 references
0 references
0 references
0 references
